Title:
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PRACTICAL FINANCIAL OPTIMIZATION
DECISION MAKING FOR FINANCIAL ENGINEERS |
By: |
Stavros A. Zenios, Harry M. Markowitz (Foreword) |
Format: |
Hardback |
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List price:
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£70.00 |
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ISBN 10: |
1405132000 |
ISBN 13: |
9781405132008 |
Publisher: |
JOHN WILEY AND SONS LTD |
Pub. date: |
1 December, 2007 |
Pages: |
432 |
Description: |
This book gives a comprehensive account of financial optimization models used to support decision-making for financial engineers. It starts with the classical static mean-variance analysis and portfolio immunization, moves on to scenario-based models, and builds towards multi-period dynamic portfolio optimization. |
Synopsis: |
Practical Financial Optimization is a comprehensive guide to optimization techniques in financial decision making. This book illuminates the relationship between theory and practice, providing the readers with solid foundational knowledge. Focuses on classical static mean-variance analysis and portfolio immunization, scenario-based models, multi-period dynamic portfolio optimization, and the relationships between classes of modelsAnalyizes real world applications and implications for financial engineersIncludes a list of models and a section on notations that includes a glossary of symbols and abbreviations |
Publication: |
UK |
Imprint: |
Wiley-Blackwell (an imprint of John Wiley & Sons Ltd) |
Returns: |
Returnable |